Depends on what you are looking for. I've never had any problems with BH Photo Video for technology products. Everything else I mostly get directly from the manufacturer website.
In fact, for some of the things my partner orders (e.g. books from Taiwanese book shops) not only is there a shipping cost, but there are often surprise $20-$50 COD import duties on top of that cost, doubling the final cost of the order. That, for some reason, they can't just build into the order invoice. And because of the duties, the logistics provider (usually FedEx) usually refuses to actually do the last-mile delivery of the thing until they're paid; so we have to go down to their depot to pay the duties, effectively forcing us to do the last-mile part ourselves.
Also, even if a store were to offer free shipping at some price threshold (I think maybe some stores do for $100 here), I find that because most online other than Amazon aren't an "everything store", it's pretty unlikely that I'll be ordering more than a single item from them; and so I'd never qualify for the free shipping anyway. If I find a nice t-shirt, and it's $20... ain't getting free shipping from that.
The anecdote you mentioned would also apply in the States. Duty paid for purchases from abroad, like Taiwan. Also, much like Canada, you’d usually pay shipping for small mom-and-pop shop or boutique web stores too.
Import duties are set by the government of the importing country; Canada’s are pretty high compared to most countries, making a lot of online shopping with international shipping less worth it here than elsewhere.
Also, a fun fact: the US negotiated a sweetheart deal with the International Postal Union, such that sending parcels to the US from most countries is subsidized by the sending country’s government. So every country other than the US pays more than the US does to order from e.g. AliExpress.
Every item arriving 1 day early is worth $140/yr for most people. I've paid a lot more for a lot less (looks at Digi-Key order history)
Also Amazon Fresh (free 6 hour shipping in my location) is extremely convenient. A lot of sites charge $60 per order for the same service (overnight delivery)
Which is great marketing trick, because you are of course paying for delivery through inflated unit prices. A lot of things on Amazon are a few Euros more expensive than in other stores because they just hide the delivery fee in the unit price. There is no such thing as "free delivery", you are paying for it one way or another.
So you get a discount on the item you want, free shipping and Prime for a month for less than the normal cost of normal shipping, and it comes the next day. Free shipping without Prime only has a threshold of $39AUD too. It's pretty easy to game things in your favour to get a cheaper item and still get next day delivery.
What I'm trying to say is that often stores that don't offer free shipping are cheaper than Amazon and you should compare the total prices instead of just ordering from Amazon assuming that they are the cheapest. In my experience they sometimes are the cheapest, but in most cases they are not.
No, and I think that the incentives that arise from that model speak for themselves in what Amazon has become.
That is to say, I just don't think it's necessary to have an 'everything store' any longer because the competition has caught up.
Western Digital and Samsung definitely have their own web sales on their .com domain.
And I try (and often fail) to ask myself that if I don't "really care about it," do I really need it?